Reindexing A Pandas Data Frame gives only Nans - python-3.x

Question

I wanted to do the tutorial Python for Finance, Part I: Yahoo & Google Finance API, pandas, and matplotlib. As the Google API is not working properly, I used IEX data. When I try to reindex the pandas data Frame, to have consecutive dates, all values that were available before are replaced with NaN. The new index I think has something to do with the two different types of the indexes. I am quite new to programming and have no clue how to solve this problem after reading the pandas documentation.
The code looks like this.
Modules used
matplotlib==2.2.3
pandas_datareader==0.6.0
googlefinance.client==1.3.0
pandas==0.23.4
googlefinance==0.7
import pandas as pd
pd.core.common.is_list_like = pd.api.types.is_list_like
import pandas_datareader as pdr
import matplotlib.pyplot as plt
from datetime import datetime
# Define the instruments to download. We would like to see Apple, Microsoft and the S&P500 index.
#tickers = ["AAPL","MSFT","SPY"]
# We would like all available data from 01/01/2017 until 9/1/2018.
start_date = datetime(2017,1,1)
end_date = datetime(2018,9,1)
# User pandas_reader.data.DataReader to load the desired data.
aapl_data = pdr.DataReader("SPY",'iex',start_date,end_date, pause = 5)
#ms_data = pdr.DataReader('SPY','iex',start_date,end_date,pause = 5)
print(aapl_data.tail(9))
#print(ms_data.tail(9))
print(aapl_data.index.dtype)
close = aapl_data
# Getting all weekdays between start_date and end_date
all_weekdays = pd.date_range(start=start_date, end=end_date, freq='B')
print(all_weekdays.dtype)
# How do we align the existing prices in adj_close with our new set of dates?
# All we need to do is reindex close using all_weekdays as the new index
close = close.reindex(all_weekdays)
# Reindexing will insert missing values (NaN) for the dates that were not present
print(close)

Answer 1

You need convert both the index to datetime dtype.
Use pd.to_datetime : Docs
aapl_data = pdr.DataReader("SPY",'iex',start_date,end_date, pause = 5)
aapl_data.index = pd.to_datetime(aapl_data.index) # converts index to datetime dtype
close = aapl_data
all_weekdays = pd.date_range(start=start_date, end=end_date, freq='B')
close = close.reindex(all_weekdays)
print(aapl_data.index.dtype)
# Output:
datetime64[ns]
print(all_weekdays.dtype)
# Output:
datetime64[ns]